3806
Quant_Investors
OLD|Aalto Investment Management Game (Spring 2019)
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| -1,005 | ARAY | 18,274 | 3.94 | 2.83 | -1.90% | 51,807 | 0 | -20,193 |
| 0 | CBM | 1,684 | 42.95 | 59.99 | 0.00% | 101,023 | 0 | 28,695 |
| 825 | CORT | 4,583 | 15.71 | 27.64 | 0.66% | 126,674 | 0 | 54,675 |
| -1,825 | DLX | 1,674 | 43.07 | 22.67 | -4.59% | 37,950 | 0 | -34,150 |
| -1,066 | EBIX | 1,480 | 49.81 | 24.02 | -2.91% | 35,550 | 0 | -38,169 |
| -3,064 | ERII | 9,574 | 7.22 | 23.45 | -1.35% | 224,510 | 0 | 155,386 |
| 0 | FOE | 4,384 | 16.41 | 22.01 | 0.00% | 96,492 | 0 | 24,528 |
| -837 | FSS | 3,348 | 21.47 | 42.43 | -0.59% | 142,056 | 0 | 70,157 |
| -300 | INVA | 3,744 | 19.23 | 14.11 | -0.56% | 52,828 | 0 | -19,169 |
| -635 | IOSP | 1,154 | 62.29 | 102.56 | -0.53% | 118,354 | 0 | 46,466 |
| 0 | IPHS | 2,709 | 26.55 | 31.99 | 0.00% | 86,661 | 0 | 14,723 |
| -4,653 | KOP | 3,525 | 20.46 | 25.14 | -4.99% | 88,618 | 0 | 16,479 |
| 0 | KRA | 2,837 | 25.34 | 46.49 | 0.00% | 131,892 | 0 | 60,003 |
| -1,851 | KRO | 5,783 | 12.42 | 14.94 | -2.10% | 86,398 | 0 | 14,544 |
| 0 | LORL | 1,889 | 38.06 | 41.52 | 0.00% | 78,431 | 0 | 6,536 |
| -372 | NSIT | 1,652 | 43.54 | 96.12 | -0.23% | 158,798 | 0 | 86,870 |
| -1,214 | OEC | 2,697 | 26.61 | 17.06 | -2.57% | 46,011 | 0 | -25,770 |
| -2,898 | PETS | 3,116 | 23.09 | 22.56 | -3.96% | 70,297 | 0 | -1,667 |
| -69 | QD | 13,840 | 5.19 | 1.05 | -0.47% | 14,601 | 0 | -57,298 |
| 0 | QTNA | 4,696 | 15.30 | 24.51 | 0.00% | 115,099 | 0 | 43,227 |
| -1,615 | SCL | 923 | 77.88 | 113.08 | -1.52% | 104,373 | 0 | 32,494 |
| -2,173 | TTMI | 6,792 | 10.59 | 16.53 | -1.90% | 112,272 | 0 | 40,311 |
| 0 | TVTY | 2,945 | 24.40 | 32.50 | 0.00% | 95,712 | 0 | 23,840 |
| -2,060 | UIS | 5,568 | 12.93 | 10.10 | -3.53% | 56,237 | 0 | -15,757 |
| -567 | VNET | 7,563 | 9.48 | 5.05 | -1.46% | 38,231 | 0 | -33,504 |
Performance
Performance
Risk-Adjusted Excess Return
Sharpe Ratio
Rolling 5-Day Volatilities
Daily 5% Value-at-Risk (VaR)
Rolling Betas
| Action | Type | Time | Symbol | Quantity | Price | Limit | Status |
|---|
| Payment Date | Ex-Dividend Date | Ticker | Position | Dividend Per Share | Total Dividend (USD) |
|---|